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lib/oscillators/crsi/Crsi.md
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# CRSI: Connors RSI
# CRSI: Connors RSI
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Oscillator |
| **Inputs** | Source (close) |
| **Parameters** | `rsiPeriod` (default 3), `streakPeriod` (default 2), `rankPeriod` (default 100) |
| **Outputs** | Single series (Crsi) |
| **Output range** | Varies (see docs) |
| **Warmup** | 1 bar |
### TL;DR
- Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output:...
- Parameterized by `rsiperiod` (default 3), `streakperiod` (default 2), `rankperiod` (default 100).
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output: a short-term RSI of price, an RSI of the consecutive up/down streak length, and a percentile rank of the current rate of change within its recent history. The equal-weighted average of these three components produces a mean-reverting oscillator where extreme readings (above 90 or below 10) identify statistically overbought or oversold conditions with higher reliability than single-component RSI alone.